-5.5%
SSNC vs COO
-13.9%
+8.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +1.4% | -2.1% | +3.4% | +1.9% |
| 30D | -2.6% | +13.9% | -16.6% | -6.1% |
| 3M | -0.6% | -18.9% | +18.3% | +6.6% |
| 6M | +19.9% | +3.7% | +16.2% | +18.0% |
| YTD | -8.2% | -24.1% | +15.9% | +1.2% |
| 1Y | -5.5% | -14.2% | +8.7% | +0.7% |
| All | -5.5% | -13.9% | +8.4% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling